-28.2%
CIFR vs WELL
+441.9%
-470.1%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WELL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | -0.1% | +9.0% | +8.9% |
| 7D | +9.4% | +0.1% | +9.3% | +9.4% |
| 30D | -45.3% | +7.8% | -53.1% | -46.9% |
| 3M | -58.7% | +10.2% | -68.9% | -60.2% |
| 6M | -64.9% | +16.4% | -81.3% | -67.5% |
| YTD | -51.8% | +35.2% | -87.0% | -58.3% |
| 1Y | -61.9% | +30.5% | -92.4% | -66.5% |
| 3Y | +138.6% | +206.1% | -67.5% | +37.2% |
| 5Y | -13.0% | +228.3% | -241.2% | -52.6% |
| All | -28.2% | +441.9% | -470.1% | -61.0% |
Cumulative growth
Daily Returns
Daily percentage return beside WELL.
Daily Out/Under-Performance
Portfolio return minus WELL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WELL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded WELL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling